Quant/developer for a trader pricing software house (we make the screens of numbers), primarily Money Markets and Foreign Exchange instruments.
8 Is this an inconsistency between Swap and LIBOR? apr 28 '14
5 Interpolating FX forward points sep 5 '12
5 Why shrink the covariance matrix? jun 5 '14
5 Transaction Costs for Currency Pairs jul 7 '14